+140.0%
GLD vs CPAY
+54.3%
+85.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.1% | -2.5% | +2.6% | +0.2% |
| 30D | +0.2% | +1.3% | -1.1% | +0.2% |
| 3M | +3.2% | +13.5% | -10.3% | +2.9% |
| 6M | -14.6% | +24.7% | -39.4% | -15.0% |
| YTD | +1.8% | +34.9% | -33.2% | +1.3% |
| 1Y | +20.7% | +29.7% | -8.9% | +20.3% |
| 3Y | +126.5% | +49.4% | +77.1% | +122.9% |
| 5Y | +140.0% | +53.5% | +86.6% | +129.3% |
| All | +140.0% | +54.3% | +85.7% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling